Multi-feature evaluation of financial contagion

DOI10.1007/S10100-021-00756-3OpenAlexW3175665381MaRDI QIDQ2103926

Henryk Gurgul, Jarosław Duda, Robert Syrek

Publication date: 9 December 2022

Published in: CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10100-021-00756-3

zbMATH Keywords

feature extractionprincipal component analysiscontagionconditional correlationhierarchical correlation reconstruction/HCR/nonstationarity analysis

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Cites Work

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